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st: Re: Problems with nnmatch

From   "Michael Blasnik" <[email protected]>
To   <[email protected]>
Subject   st: Re: Problems with nnmatch
Date   Tue, 26 Jul 2005 17:47:50 -0400

I also just tried using nnmatch this past week and found it too slow -- I stopped it before ever getting results. I took a look at the code and realized that it would be a big project to make it faster, but I think that substantial speed improvements (maybe 10x) could be made in current ado code and perhaps more using Mata. The analysis approach pretty much requires looping across each observation to locate matches, so it will still be time consuming, but hopefully measured in minutes instead of hours. I may try to make some speed improvements on my own some time in the next couple of months.

Michael Blasnik
[email protected]

----- Original Message ----- From: "Carlos Osorio" <[email protected]>
To: <[email protected]>
Sent: Tuesday, July 26, 2005 2:49 PM
Subject: st: Problems with nnmatch

Hi all,

I'm using the nnmatch to analyze average treatment effects, but have not been able to get a result after running it for 5+ hours. I'm using a sample with about 30,000 observations, and set memory to 1400 Megs, without luck. I've made a smaller subsample (random) and no luck either.

Does any one have had an experience like this? If so, can you give some hints on how to solve it?

Many thanks!

- Carlos

Carlos A. Osorio
Ph.D. Candidate
MIT Engineering Systems Division

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